-2.0%
CBOE vs PHM
-4.6%
+2.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.7% |
| 7D | -0.8% | -3.9% | +3.1% | -1.8% |
| 30D | +2.7% | -8.6% | +11.2% | +0.4% |
| 3M | +0.7% | -2.9% | +3.6% | +0.2% |
| 6M | -2.0% | -5.7% | +3.7% | -2.1% |
| All | -2.0% | -4.6% | +2.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling